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FinRL-X Prime Quant • Technical Knowledge Base

Welcome to the FinRL-X-MT5 technical wiki. This documentation provides deep mathematical formulations, engineering blueprints, execution teardowns, and setup guides for our open-source 5-Agent Mixture-of-Experts (MoE) quantitative council operating on MetaTrader 5.

🌐 Turn-key Institutional Access: Don't want to manage local Python processes and MetaTrader 5 server daemons? Access our low-latency webhook dispatch at primeclub-quant.vercel.app or subscribe to our VIP Alpha Telegram Channel.

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🏛️ System Architecture Blueprint

Unlike traditional retail Expert Advisors that rely on static heuristics, single-layer LSTMs, or dangerous Martingale/Grid sizing, FinRL-X decouples trade generation, market regime classification, volatility forecasting, order-flow momentum, and capital governance into specialized decoupled agents:

               ┌─────────────────────────────────────────────────────────┐
               │              M5 CANDLE CLOSE EVENT DISPATCH             │
               └───────────────────────────┬─────────────────────────────┘
                                           │
         ┌───────────────────┬─────────────┴───────┬───────────────────┐
         ▼                   ▼                     ▼                   ▼
 ┌───────────────┐   ┌───────────────┐     ┌───────────────┐   ┌───────────────┐
 │   EXPERT 1    │   │   EXPERT 2    │     │   EXPERT 3    │   │   EXPERT 4    │
 │  DRL Trader   │   │ Regime Master │     │    Prophet    │   │    Analyst    │
 │ (Soft Actor-  │   │ (Gaussian HMM │     │  (TimesFM 2.5 │   │  (XGBoost +   │
 │   Critic)     │   │   3-State)    │     │  Transformer) │   │     SHAP)     │
 └───────┬───────┘   └───────┬───────┘     └───────┬───────┘   └───────┬───────┘
         │                   │                     │                   │
         └───────────────────┼─────────────────────┴───────────────────┘
                             │
                             ▼
         ┌───────────────────────────────────────────────────────┐
         │             NSGA-III PARETO CONSENSUS GATE            │
         │   • High Conviction Threshold: Consensus ≥ 0.70       │
         │   • Rule 7: H1 Macro Trend Governor (EMA 50 Filter)   │
         └───────────────────────────┬───────────────────────────┘
                                     │
                                     ▼
         ┌───────────────────────────────────────────────────────┐
         │               EXPERT 5: CHIEF RISK ACTUARY            │
         │  • PyMC Bayesian Credible Stop Loss / Take Profit     │
         │  • 60.0-Point Volatility Breathing Floor on Indices   │
         │  • Floor-Quantized 0.50% Capital Risk Ceiling         │
         │  • Rule 8 Pre-Trade Monetary Risk Budget Guard        │
         └───────────────────────────┬───────────────────────────┘
                                     │
                                     ▼
         ┌───────────────────────────────────────────────────────┐
         │           MT5 TICK EXECUTION & TRAILING ENGINE        │
         │  • Low-Latency Market Order Execution (< 85ms)        │
         │  • Dynamic +1.0R Breakeven Stop Modification          │
         │  • Autonomous 3-Stage Portfolio Circuit Breaker       │
         └───────────────────────────────────────────────────────┘

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📚 Technical Wiki Index

Chapter	Topic	Description
01. The 5-Agent Council	Neural Architecture	Deep dive into SAC, HMM, TimesFM, XGBoost, and Actuary models.
02. 0.50% Risk Ceiling & Sizing	Mathematical Risk	Formal sizing equations, index contract multipliers, and Rule 8 ceiling.
03. +1.0R Dynamic Breakeven	Order Lifecycle	Automating the risk-free free-roll transition at +1.0R profit.
04. MetaTrader 5 Bridge Setup	Installation & Bridge	Setting up Python MT5, environment flags, and background daemons.
05. Prop Firm Passkeeper Guide	Funded Challenges	Geometric drawdown math, 3-stage circuit breakers for FTMO & GoatFunded.
06. Local Dashboard & Audits	Telemetry & UI	Monitoring live tickets, WebSockets, COT sentiment, and memory audits.

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⚙️ Key Quantitative Specifications

• Primary Instrument: NAS100.x (Nasdaq 100 Index CFD)
• Secondary Baskets: US30.x (Dow Jones), GER40.x (DAX), XAUUSD (Gold), EURUSD
• Base Execution Timeframe: M5 (5-minute candle close synchronization)
• Macro Trend Horizon: H1 (50 Exponential Moving Average trend gate)
• Capital Risk Budget: Strictly $\le 0.50%$ of account equity per trade
• Index Volatility Floor: 60.0 points minimum SL on Nasdaq / US30
• Contract Multiplier Awareness: 10.0 for NAS100 index contracts
• Trailing Mechanics: +1.0R Breakeven Lock with +10-point spread buffer
• Circuit Breakers: Stage 1 ($\ge 1.5%$ DD), Stage 2 ($\ge 2.5%$ DD), Stage 3 Freeze ($\ge 3.8%$ DD)

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🚀 Quick Local Terminal Launch

To launch the live trading engine locally on your MetaTrader 5 terminal:

# 1. Clone repository and activate environment
git clone https://github.com/ElMoorish/FinRL-X-MT5.git
cd FinRL-X-MT5
.\.venv\Scripts\Activate.ps1

# 2. Configure credentials in .env
cp .env.example .env

# 3. Launch live engine with hard 0.04 lot cap and 0.50% risk ceiling
.\run_live_trader.ps1 -Symbols "NAS100.x" -RiskPct 0.0050

# 4. Launch institutional monitoring dashboard (http://127.0.0.1:8000)
python -m src.dashboard.app --port 8000